Principal components estimation and identification of static factors
Year of publication: |
2013
|
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Authors: | Bai, Jushan ; Ng, Serena |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 176.2013, 1, p. 18-29
|
Subject: | Hauptkomponentenanalyse | Principal component analysis | Faktorenanalyse | Factor analysis | VAR-Modell | VAR model | Theorie | Theory |
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